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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+4.61%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$92.1B
AUM Growth
+$8.55B
Cap. Flow
+$4.9B
Cap. Flow %
5.32%
Top 10 Hldgs %
13.73%
Holding
4,165
New
166
Increased
2,440
Reduced
1,384
Closed
127

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$362M
2
DD icon
DuPont de Nemours
DD
+$190M
3
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$173M
4
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$105M
5
AAPL icon
Apple
AAPL
+$74.4M

Top Sells

Rank Stock Value
1
RAI
Reynolds American Inc
RAI
+$148M
2
DD
Du Pont De Nemours E I
DD
+$145M
3
IWD icon
iShares Russell 1000 Value ETF
IWD
+$127M
4
BHI
Baker Hughes
BHI
+$47.3M
5
WFM
Whole Foods Market Inc
WFM
+$35.1M

Sector Composition

Rank Sector Weight
1 Financials 14.61%
2 Technology 12.69%
3 Healthcare 11.56%
4 Industrials 8.88%
5 Consumer Discretionary 7.71%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NJ
601
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$21.9M 0.02%
713,435
+71,242
+11% +$2.19M
MFC icon
602
Manulife Financial
MFC
$74.2B
$21.9M 0.02%
1,078,902
+194,739
+22% +$3.87M
DASTY
603
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$21.9M 0.02%
217,025
+4,565
+2% +$460K
IFX
604
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$21.9M 0.02%
867,594
+101,259
+13% +$2.55M
CCEP icon
605
Coca-Cola Europacific Partners
CCEP
$49.3B
$21.8M 0.02%
524,212
+61,947
+13% +$2.63M
FUJI
606
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$21.8M 0.02%
562,322
+53,269
+10% +$2.07M
PBH icon
607
Prestige Consumer Healthcare
PBH
$2.45B
$21.7M 0.02%
433,830
+45,604
+12% +$2.33M
BF.B icon
608
Brown-Forman Class B
BF.B
$13.3B
$21.7M 0.02%
624,416
+55,399
+10% +$1.8M
SLM icon
609
SLM Corp
SLM
$4.74B
$21.7M 0.02%
1,888,462
-193,036
-9% -$2.09M
NSANY
610
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$21.6M 0.02%
1,109,174
+72,923
+7% +$1.42M
VRSK icon
611
Verisk Analytics
VRSK
$27.8B
$21.6M 0.02%
259,528
+25,263
+11% +$2.09M
CBT icon
612
Cabot Corp
CBT
$4.7B
$21.5M 0.02%
386,033
+4,808
+1% +$257K
BPL
613
DELISTED
Buckeye Partners, L.P.
BPL
$21.5M 0.02%
377,532
+10,165
+3% +$604K
SVC
614
Service Properties Trust
SVC
$1.09B
$21.5M 0.02%
150,729
-7,870
-5% -$1.11M
PNR icon
615
Pentair
PNR
$10.8B
$21.3M 0.02%
467,137
+14,810
+3% +$636K
PRA
616
DELISTED
ProAssurance
PRA
$21.3M 0.02%
389,616
-30,002
-7% -$1.7M
BIO icon
617
Bio-Rad Laboratories Class A
BIO
$8.86B
$21.3M 0.02%
95,655
-2,530
-3% -$569K
LNT icon
618
Alliant Energy
LNT
$19.1B
$21.2M 0.02%
511,123
+22,200
+5% +$923K
FMS icon
619
Fresenius Medical Care
FMS
$13.3B
$21.1M 0.02%
431,183
+35,064
+9% +$1.67M
DOC icon
620
Healthpeak Properties
DOC
$15.7B
$21M 0.02%
755,195
+20,899
+3% +$629K
RENX
621
DELISTED
RELX N.V.
RENX
$21M 0.02%
982,332
+179,635
+22% +$3.76M
MAA icon
622
Mid-America Apartment Communities
MAA
$15.8B
$20.9M 0.02%
195,999
+7,197
+4% +$755K
PC
623
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$20.9M 0.02%
1,442,358
+138,188
+11% +$2M
AME icon
624
Ametek
AME
$55.3B
$20.8M 0.02%
315,314
+25,309
+9% +$1.6M
HAS icon
625
Hasbro
HAS
$13.6B
$20.8M 0.02%
212,823
+5,937
+3% +$602K
23 24
25
26 27

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q3 2017 Portfolio in Review

As of Q3 2017, Parametric Portfolio Associates held 4,165 positions worth $92.1B, up 10% from $83.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates deployed $4.9B of net new capital in Q3 2017, opening 166 new positions and adding to 2,440 existing holdings. Its largest new stake was Baker Hughes: 618,721 shares worth $22.7M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 1000 Value ETF, an estimated $127M trimmed.

  • Parametric Portfolio Associates's largest Q3 2017 buy was Baker Hughes: 618,721 shares worth $22.7M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q3 2017, an estimated $362M increase.
  • Parametric Portfolio Associates's biggest Q3 2017 reduction was iShares Russell 1000 Value ETF, cutting an estimated $127M.
  • Parametric Portfolio Associates fully exited Reynolds American Inc in Q3 2017, selling an estimated $148M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $92.1B portfolio in Q3 2017.
  • Parametric Portfolio Associates opened 166 new positions and closed 127 in Q3 2017.
  • Parametric Portfolio Associates's portfolio value rose 10% quarter-over-quarter to $92.1B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2017, filed 14 Nov 2017.